Yucca flaccida is hardy in USDA zones 4-7. You can dig your plant and winter it indoors, or you can place a wire cage over it and insulate it from the cold by piling in dried leaves, straw, or even compost. I use a cylinder made of chicken wire and place it over my semi-hardy perennials, then fill it with a mixture of fallen leaves, straw and compost. The decomposing organic material keeps the soil warm enough to keep the roots alive and sometimes the tops of the plants will remain alive, too. Best wishes with your garden!